-12.1%
DOW vs EQIX
+170.1%
-182.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.4% | -2.5% |
| 7D | -1.4% | +0.2% | -1.6% | -1.5% |
| 30D | -3.9% | -2.5% | -1.5% | -3.3% |
| 3M | -12.7% | 0.0% | -12.6% | -13.0% |
| 6M | -13.7% | +7.6% | -21.3% | -16.2% |
| YTD | +28.4% | +37.5% | -9.1% | +14.6% |
| 1Y | +21.8% | +32.9% | -11.2% | +9.7% |
| 3Y | -35.7% | +42.8% | -78.5% | -44.2% |
| 5Y | -36.8% | +35.8% | -72.7% | -45.5% |
| All | -12.1% | +170.1% | -182.2% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EQIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling